| Trading Metrics calculated at close of trading on 11-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2014 |
11-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3,206.0 |
3,160.0 |
-46.0 |
-1.4% |
3,270.0 |
| High |
3,207.0 |
3,173.0 |
-34.0 |
-1.1% |
3,271.0 |
| Low |
3,131.0 |
3,141.0 |
10.0 |
0.3% |
3,131.0 |
| Close |
3,150.0 |
3,151.0 |
1.0 |
0.0% |
3,151.0 |
| Range |
76.0 |
32.0 |
-44.0 |
-57.9% |
140.0 |
| ATR |
40.7 |
40.1 |
-0.6 |
-1.5% |
0.0 |
| Volume |
812,120 |
567,000 |
-245,120 |
-30.2% |
4,618,123 |
|
| Daily Pivots for day following 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,251.0 |
3,233.0 |
3,168.6 |
|
| R3 |
3,219.0 |
3,201.0 |
3,159.8 |
|
| R2 |
3,187.0 |
3,187.0 |
3,156.9 |
|
| R1 |
3,169.0 |
3,169.0 |
3,153.9 |
3,162.0 |
| PP |
3,155.0 |
3,155.0 |
3,155.0 |
3,151.5 |
| S1 |
3,137.0 |
3,137.0 |
3,148.1 |
3,130.0 |
| S2 |
3,123.0 |
3,123.0 |
3,145.1 |
|
| S3 |
3,091.0 |
3,105.0 |
3,142.2 |
|
| S4 |
3,059.0 |
3,073.0 |
3,133.4 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,604.3 |
3,517.7 |
3,228.0 |
|
| R3 |
3,464.3 |
3,377.7 |
3,189.5 |
|
| R2 |
3,324.3 |
3,324.3 |
3,176.7 |
|
| R1 |
3,237.7 |
3,237.7 |
3,163.8 |
3,211.0 |
| PP |
3,184.3 |
3,184.3 |
3,184.3 |
3,171.0 |
| S1 |
3,097.7 |
3,097.7 |
3,138.2 |
3,071.0 |
| S2 |
3,044.3 |
3,044.3 |
3,125.3 |
|
| S3 |
2,904.3 |
2,957.7 |
3,112.5 |
|
| S4 |
2,764.3 |
2,817.7 |
3,074.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,271.0 |
3,131.0 |
140.0 |
4.4% |
48.4 |
1.5% |
14% |
False |
False |
923,624 |
| 10 |
3,291.0 |
3,131.0 |
160.0 |
5.1% |
41.5 |
1.3% |
13% |
False |
False |
764,544 |
| 20 |
3,322.0 |
3,131.0 |
191.0 |
6.1% |
37.4 |
1.2% |
10% |
False |
False |
839,084 |
| 40 |
3,322.0 |
3,118.0 |
204.0 |
6.5% |
33.1 |
1.1% |
16% |
False |
False |
452,280 |
| 60 |
3,322.0 |
3,009.0 |
313.0 |
9.9% |
34.9 |
1.1% |
45% |
False |
False |
302,155 |
| 80 |
3,322.0 |
2,961.0 |
361.0 |
11.5% |
35.8 |
1.1% |
53% |
False |
False |
226,712 |
| 100 |
3,322.0 |
2,910.0 |
412.0 |
13.1% |
34.4 |
1.1% |
58% |
False |
False |
181,372 |
| 120 |
3,322.0 |
2,866.0 |
456.0 |
14.5% |
32.2 |
1.0% |
63% |
False |
False |
151,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,309.0 |
|
2.618 |
3,256.8 |
|
1.618 |
3,224.8 |
|
1.000 |
3,205.0 |
|
0.618 |
3,192.8 |
|
HIGH |
3,173.0 |
|
0.618 |
3,160.8 |
|
0.500 |
3,157.0 |
|
0.382 |
3,153.2 |
|
LOW |
3,141.0 |
|
0.618 |
3,121.2 |
|
1.000 |
3,109.0 |
|
1.618 |
3,089.2 |
|
2.618 |
3,057.2 |
|
4.250 |
3,005.0 |
|
|
| Fisher Pivots for day following 11-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,157.0 |
3,171.5 |
| PP |
3,155.0 |
3,164.7 |
| S1 |
3,153.0 |
3,157.8 |
|